-8.4%
CVE vs WAB
+5.8%
-14.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -3.6% |
| 7D | -14.1% | -2.5% | -11.6% | -14.2% |
| 30D | -11.6% | -4.4% | -7.3% | -12.0% |
| 3M | 0.0% | -5.9% | +6.0% | -0.5% |
| 6M | -8.4% | +5.9% | -14.3% | -6.6% |
| All | -8.4% | +5.8% | -14.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling